In reply to Milesy:
hi, i have just built one myself, outdoors in the garden. i have spent about 400 pounds in everything except the holds. feel free to email me (migalc@gmail.com) and i can send you pics of the building process.
good luck! miki

In reply to Milesy:
I designed a folding version which I planned to bolt through the kickboard to my garage. If you want the file as a reference (google sketchup) just drop me your email address and I'll send it over. Can be quite handy for getting the measurements and spacing from.

In reply to Milesy: Will you be using the actual moon hold sets? I like the idea of having set problems of known difficulty but the consensus on ukbouldering is that they are quite tweaky and painful, not good for training. Wooden holds are better.http://ukbouldering.com/board/index.php/topic,20739.0.html
Sorry, I have no idea of cost of materials.

In reply to Hazelnuts:
I have to admit that I'be never tried the moon board holds but I have been thinking of building a moon board some day. I was just bringing up what they said on UKB since they know a thing or two about training.
Do you have your own moon board or do you use one at a wall somewhere? You live in the South-East I believe?